That's because you do sound different to yourself to how you sound in reality.

Which is also the reason why most people hate the sound of their own voice when they hear it back. Your own voice, to you, sounds deeper and a little more bassy because the higher sound frequencies get absorbed/cancelled/lose energy as they travel through your body and reach your ears, resulting in a slightly distorted sound of your own voice.

Not entirely sure on the accuracy 100%, maybe someone more knowledgeable could clarify or add to what I've said.